World Economic Forum: South Africaâs Finance Minister Highlights Need...
Malusi Gigaba, Minister of Finance of South Africa, has given an assurance that the government will maintain fiscal prudence while it pursues the structural transformation of the economy.read more...
View ArticleCFTC Swaps Report Update
CFTC's Weekly Swaps Report has been updated, and is now available.read more...
View ArticleS&P Select Sectors (UCITS Compliant) Dashboard
This new monthly report focuses on large-cap investable indices, provides analysis of factor exposures across sectors, and gives a sector comparison of key metrics. Key findings this month include:read...
View ArticleSEC Staff Supplements Quarterly Private Funds Statistics
The U.S. Securities and Exchange Commission staff today published a suite of new data and analyses of private fund statistics and trends.read more...
View ArticleCFTC Requests Public Input On Simplifying Rules - âProject KISSâ...
The U.S. Commodity Futures Trading Commission (CFTC) voted today to seek public input on simplifying and modernizing the Commissionâs rules. CFTC Acting Chairman J. Christopher Giancarlo initially...
View ArticleIntercontinental Exchange Reports April Statistics; ICE ADV Up 26% Y/Y Driven...
Intercontinental Exchange, Inc. (NYSE:ICE), a leading operator of global exchanges and clearing houses and provider of data and listings services, today reported April 2017 trading volume and related...
View ArticleCFTC Charges Arizona Resident Cory Williams And His Company, Williams...
The U.S. Commodity Futures Trading Commission (CFTC) today announced the filing of a civil enforcement action in the U.S. District Court for the District of Arizona against Cory Williams of Gilbert,...
View ArticleNasdaq April 2017 Volumes
Nasdaq (Nasdaq:NDAQ) today reported monthly volumes for April 2017, on its investor relations website. read more...
View ArticleOTC Markets Group Announces First Quarter 2017 Financial Results
First Quarter 2017 Highlights:read more...
View ArticleIntercontinental Exchange Announces 2017 Investor Day
Intercontinental Exchange, Inc. (NYSE:ICE), a leading operator of global exchanges and clearing houses and provider of data and listings services, today announced it will host an Investor Day on Friday...
View ArticleASX Monthly Activity Report â April 2017
The value of ASX-listed stocks, as measured by the All Ordinaries Index, rose 0.7% in April 2017. This performance was lower than most major markets, including Hong Kong up 2.1 %, Japan up 1.5%,...
View ArticleThe Payoff Region of a Strategic Game and Its Extreme Points....
The range of a payoff function in an $n$-player finite strategic game is investigated using a novel approach, the notion of extreme points of a non-convex set. A basic structural characteristic of a...
View ArticleAlgorithmic trading in a microstructural limit order book model....
We propose a microstructural modeling framework for studying optimal market making policies in a FIFO (first in first out) limit order book (LOB). In this context, the limit orders, market orders, and...
View ArticleBayesian Portfolio Selection. (arXiv:1705.01407v1 [q-fin.MF])
We present a Bayesian portfolio selection strategy, which uses the Capital Asset Pricing Model (CAPM). We propose a strategy which will mimic the market if the market is information efficient. However,...
View ArticleThe q-dependent detrended cross-correlation analysis of stock market....
The properties of q-dependent cross-correlation matrices of stock market have been analyzed by using the random matrix theory and complex network. The correlation structure of the fluctuations at...
View ArticleAn Alternative Estimation of Market Volatility based on Fuzzy Transform....
Realization of uncertainty of prices is captured by volatility, that is the tendency of prices to vary along a period of time. This is generally measured as standard deviation of daily returns. In this...
View ArticleStochastic modelling of non-stationary financial assets. (arXiv:1705.01145v1...
We model non-stationary volume-price distributions with a log-normal distribution and collect the time series of its two parameters. The time series of the two parameters are shown to be stationary and...
View ArticleA Time Series Analysis-Based Forecasting Framework for the Indian Healthcare...
Designing efficient and robust algorithms for accurate prediction of stock market prices is one of the most exciting challenges in the field of time series analysis and forecasting. With the...
View ArticleAmendment To The Index Rules Of SIX Swiss Exchange With Effect From 18...
SIX Swiss Exchange conducted a market consultation on the regulations governing the SMI. It revealed that issuers of financial products and users of index derivatives in particular were in favor of...
View ArticleThomson Reuters Offers Greater Open Desktop Interoperability On Eikon - Side...
Financial professionals using Thomson Reuters flagship desktop can now integrate their internal and partner applications through the launch of its Side by Side Integration API. Together with App...
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